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Publication:3703150
zbMath0581.62079MaRDI QIDQ3703150
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimatorspectral densitysample covariancemean square errorsasymptotically minimaxasymptotics of the minimax riskzero mean Gaussian time series
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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